Backtesting on Quant

Backtest Everything.

Every strategy Quant builds can be proven against history in the same window it was built in — next-gen, bias-free, and refinable in plain language.

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Smart Money Concepts Strategy [LuxAlgo]One window
Convert the current indicator into a backtestable strategy

I've updated the script in the editor — it now runs as a backtestable strategy. Key changes:

Declaration

indicator() becomes strategy(), with default capital and sizing

Entry logic

Long on a bullish CHoCH — short when a bearish one prints

Exit logic

Positions close when an opposite BOS forms

make it use order blocks too, exit when reaching order block. that'd be smarter

I’ve updated the strategy logic — order-block mitigation now closes the trade. Re-running the backtest…

Ask for a strategy

Past performance is not indicative of future results.

TSLA1mBacktest ResultsJun 25 – Jul 14, 2026
PerformanceTrades AnalysisTrades Log

Net Daily PNL (USD)

ProfitLoss

From Idea to Evidence.

The old loop was fragmented — build in one tool, restructure the code by hand, test somewhere else. On Quant it's one window: describe, chart, backtest, refine — then save, and the next refinement picks up exactly where this one ended.

01Describe

Long when a bullish CHoCH prints — exit at the order block.

Plain-language logic

02Chart

Candlestick chart with a CHoCH level drawn above the swing high

Rendered as you talk

03Backtest

Net+161,073.60 USDT

Proven against history

04Refine

make it use order blocks too, exit when reaching order block. that'd be smarter

Iterated in conversation

05Save

B

New Overflow

BTCUSDT · 1h

v3

The next pass starts here

Read the Whole Report.

A single headline number isn't a verdict. The report shows you quality.

Net profit, profit factor, win rate, average P&L, and closed trades — split by long and short, so you see whether a strategy only works in one direction. Daily P&L, weekday performance, and trade distribution get their own visual breakdowns, with Monte Carlo when you want to go deeper. Strong strategies show you where they're strong; weak ones show you exactly what to fix next.

Backtest results

New Overflow — HyperWave Below 50

BTCUSDT · 1h · Apr 2025 → Jun 2026

Equity

Every closed trade on the curve
Trades102
Win rate71.57% · 73W / 29L
Max drawdown38,916.27 USDT · 21.77%

Net profit

+161,073.60 USDT

Profit factor

2.333

Gross profit

281,871.55 USDT

Gross loss

−120,797.95 USDT

Avg P&L

+1,579.15 USDT

Open PnL

0.00 USDT

A single headline number isn't a verdict — Trades Analysis splits every one of these by long and short.

Real historical backtest — results vary by settings and marketsPast performance does not guarantee future results

Research That Compounds.

Strategy development is never one attempt. Save every strategy inside Quant, return to it from the sidebar, and build variations without screenshots, pasted code, or scattered notes. Your research becomes a collection — the ideas that showed promise stay one click from their next refinement.

Saved Strategies

AI Backtesting
Search ticker
Flag for EUR
Flag for USD

EURUSD

EUR/USD

$ −0.09
Flag for AUD
Flag for USD

AUDUSD

AUD/USD

$ 0.20
C

CRWD

CrowdStrike Holdings, Inc.

$ 307.98
Z

ZS

Soybean Futures

$ 4.5M

SPY

SPDR S&P 500 ETF TRUST

$ 377.54
B

BTCUSDT

Bitcoin

USDT 338.3k
N

NQ

E-mini NASDAQ 100 Futures

$ 57.6k

Variations

B

New Overflow — HyperWave Below 50

BTCUSDT · 1h · saved in Quant

v1

Baseline HyperWave conditions

PF 1.41Net +38,204

v2

+ Overflow threshold below 50

PF 1.92Net +96,510

v3

+ Symmetric long / short exits

PF 2.333Net +161,073current

Every test saved — one click from its next refinement

Take It to TradingView®. If You Want.

Nothing on this page requires leaving Quant — porting is pure optionality. Quant's scripting engine speaks Pine Script®, so generated code drops onto TradingView® charts. And AI Backtesting Assistant strategies replicate onto LuxAlgo's specialized TradingView® Backtesters with one copy-paste — a TradingView Backtesters Ultimate perk.

Quant BacktestingPine Script® compatible
// Exported from Quant — Overflow + HyperWave modules inline
//@version=6
strategy("New Overflow — HyperWave Below 50", initial_capital = 100000)
 
longEntry  = newBearishOverflow and moneyflow < 50
shortEntry = newBullishOverflow and moneyflow > 50
 
if longEntry
    strategy.entry("Long", strategy.long)
if shortEntry
    strategy.entry("Short", strategy.short)
Backtesting AssistantTradingView® Backtesters · Ultimate

Replicate Strategy on TradingView

  1. Open Chart

    Open a TradingView chart using BTCUSDT on the 60 min timeframe.

  2. Add backtester to the chart

    If not already on your chart, add "LuxAlgo - Backtester (OSC)" from your invite-only scripts.

  3. Use scripted strategy

    In the backtester settings, open "CONDITIONS (ADVANCED)" and paste the script into the "Scripted Strategy" field.

Scripted StrategyCopy
@only_scripted() = true
@long() = {new_bearish_overflow} and {moneyflow_below_50}
@short() = {new_bullish_overflow} and {moneyflow_above_50}

Strategy results provided by the AI may slightly differ from those on TradingView

As Quant's engine grows, some strategies may be too advanced for Pine Script® — most convert with 100% success

Frequent questions.

Yes. Any strategy Quant builds can be backtested without leaving the conversation — the full performance report returns in the same window you built it in.

Prove It First.

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